Credit Portfolio Loss
Mathematics verified. Core theorems are machine-checked in Lean 4.
Prose and presentation may not have been human-reviewed.
Abstract
Credit Portfolio Loss Distribution — Beyond the Gaussian Copula.
This paper presents 33 machine-verified theorems building on 0 established facts and 52 hypotheses. All results are formally verified in the Lean 4 (233 verification units, 58 proved statements) and exportable to Lean 4.
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Length
815 words
Claims
32 theorems
Status
Skeleton
Novelty
No novel contribution is articulated — the paper is a skeleton consisting entirely of theorem names and hypotheses with no proofs, definitions, exposition, or mathematical content visible in the document itself.